Solution

ID: past-exam-of-the-numerical-linear-algebra-and-approximation-course-of-the-university-of-oxford/2008/3/a/solution

Let . The underlying Richardson iteration gives . The polynomials form a basis for polynomials of degree at most . Thus write
Define . Since the coefficients sum to one,
The spectral theorem for real symmetric matrices supplies an orthonormal basis of eigenvectors. In that basis has diagonal entries , so
The algebraic recombination is valid in exact arithmetic even if the original unaccelerated iterates themselves fail to converge.

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